Optimization Online


Optimization Online Digest — June 2016

Applications — OR and Management Sciences

Mixed-integer Programming Based Approaches for the Movement Planner Problem: Model, Heuristics and Decomposition
Chiwei Yan, Luyi Yang

Pricing wind: a revenue adequate, cost recovering uniform auction for electricity markets with intermittent generation
Golbon Zakeri, Geoff Pritchard, Endre Bjorndal, Mette Bjorndal

Scalable Robust and Adaptive Inventory Routing
Dimitris Bertsimas, Swati Gupta, Joel Tay

An exact hybrid method for the vehicle routing problem with time windows and multiple deliverymen
Aldair Álvarez, Pedro Munari

Variants in Modeling Time Aspects for the Multiple Traveling Salesmen Problem with Moving Targets
Anke Stieber, Armin Fügenschuh

An Integer Programming approach for the Time-Dependent Traveling Salesman Problem with Time Windows
Agustín Montero, Isabel Méndez-Díaz, Juan José Miranda-Bront

Applications — Science and Engineering

DESSLib - Benchmark Instances for Optimization of Decentralized Energy Supply Systems
Björn Bahl, Sebastian Goderbauer, Fritz Arnold, Philip Voll, Marco Lübbecke, André Bardow, Arie M.C.A Koster

An Adaptive Discretization MINLP Algorithm for Optimal Synthesis of Decentralized Energy Supply Systems
Sebastian Goderbauer, Björn Bahl, Philip Voll, Marco Lübbecke, André Bardow, Arie M.C.A. Koster

Regularized monotonic regression
Oleg Burdakov, Oleg Sysoev

Solving Highly Detailed Gas Transport MINLPs: Block Separability and Penalty Alternating Direction Methods
Björn Geißler, Antonio Morsi, Lars Schewe, Martin Schmidt

Combinatorial Optimization

On the strength of the cycle relaxation for the boolean quadric polytope
Carla Michini

Devolutionary Genetic Algorithms with Application to the Minimum Labeling Steiner Tree Problem
Nassim Dehouche

A dual-ascent-based branch-and-bound framework for the prize-collecting Steiner tree and related problems
Markus Leitner, Ivana Ljubic, Martin Luipersbeck, Markus Sinnl

A 2-approximation algorithm for the minimum knapsack problem with a forcing graph
Yotaro Takazawa, Shinji Mizuno

Complementarity and Variational Inequalities

Evaluating the effect of environmental regulations on a closed-loop supply chain network: a variational inequality approach
Elisabetta Allevi, Adriana Gnudi, Igor V. Konnov, Giorgia Oggioni

Decomposition Method for Oligopolistic Competitive Models with Common Pollution Regulation
Elisabetta Allevi, Adriana Gnudi, Igor V. Konnov, Giorgia Oggioni

Convex and Nonsmooth Optimization

The Sound of APALM Clapping: Faster Nonsmooth Nonconvex Optimization with Stochastic Asynchronous PALM
Damek Davis, Brent Edmunds, Madeleine Udell

Local Convergence Properties of Douglas--Rachford and ADMM
Jingwei Liang, Jalal Fadili, Gabriel Peyre

A Multi-step Inertial Forward--Backward Splitting Method for Non-convex Optimization
Jingwei Liang, Jalal Fadili, Gabriel Peyre

The implicit convex feasibility problem and its application to adaptive image denoising
Yair Censor, Aviv Gibali, Frank Lenzen, Christoph Schnörr

"Efficient" Subgradient Methods for General Convex Optimization
James Renegar

Convergence Analysis of ISTA and FISTA for "Strongly + Semi" Convex Programming
Ke Guo, Xiaoming Yuan, Shangzhi Zeng

Exact Worst-case Performance of First-order Methods for Composite Convex Optimization
Adrien B. Taylor, Julien M. Hendrickx, François Glineur

On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions
Etienne de Klerk, François Glineur, Adrien B. Taylor

Global Optimization

New error measures and methods for realizing protein graphs from distance data
Claudia D'Ambrosio, Ky Vu, Carlile Lavor, Leo Liberti, Nelson Maculan

João Carlos Souza, Paulo Roberto Oliveira, Antoine Soubeyran

Integer Programming

Some cut-generating functions for second-order conic sets
Asteroide Santana, Santanu Dey

Alternating Criteria Search: A Parallel Large Neighborhood Search Algorithm for Mixed Integer Programs
Lluis-Miquel Munguia, Shabbir Ahmed, David A. Bader, George L. Nemhauser, Yufen shao

Minimization of Akaike's Information Criterion in Linear Regression Analysis via Mixed Integer Nonlinear Program
Keiji Kimura, Hayato Waki

Three ideas for a Feasibility Pump for nonconvex MINLP
Pietro Belotti, Timo Berthold

Solving the bandwidth coloring problem applying constraint and integer programming techniques
Bruno Dias, Rosiane de Freitas, Nelson Maculan, Philippe Michelon

Aggregation-based cutting-planes for packing and covering integer programs
Merve Bodur, Alberto Del Pia, Santanu S. Dey, Marco Molinaro, Sebastian Pokutta

Linear, Cone and Semidefinite Programming

Kronecker Product Constraints for Semidefinite Optimization
K.M. Anstreicher

Application of Facial Reduction to $H_\infty$ State Feedback Control Problem
Hayato Waki, Noboru Sebe

Primal-dual potential reduction algorithm for symmetric programming problems with nonlinear objective functions
Leonid Faybusovich

A bound on the Carathéodory number
Masaru Ito, Bruno F. Lourenco

Nonlinear Optimization

Order-based error for managing ensembles of surrogates in derivative-free optimization
Charles Audet, Michael Kokkolaras, Sébastien Le Digabel, Bastien Talgorn

Solving Box-Constrained Nonconvex Quadratic Programs
Pierre Bonami, Oktay Gunluk, Jeff Linderoth

Optimization Methods for Large-Scale Machine Learning
Léon Bottou, Frank E. Curtis, Jorge Nocedal

On a conjecture in second-order optimality conditions
Roger Behling, Gabriel Haeser, Alberto Ramos, Daiana S. Viana

Inexact Newton-Type Optimization with Iterated Sensitivities
Rien Quirynen, Sebastien Gros, Moritz Diehl

A Sparsity Preserving Convexification Procedure for Indefinite Quadratic Programs Arising in Direct Optimal Control
Robin Verschueren, Mario Zanon, Rien Quirynen, Moritz Diehl

A Second-Order Information-Based Gradient and Function Sampling Method for Nonconvex, Nonsmooth Optimization
Elias Salomão Helou, Sandra Augusta Santos, Lucas E. A. Simões

A progressive barrier derivative-free trust-region algorithm for constrained optimization
Charles Audet, Andrew R. Conn, Sébastien Le Digabel, Mathilde Peyrega

Globally Convergent Levenberg-Marquardt Method For Phase Retrieval
Chao Ma, Xin Liu, Zaiwen Wen

A Multilevel Proximal Gradient Algorithm for Large Scale Optimization
Panos Parpas

Optimization Software and Modeling Systems

TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods
Brent Edmunds, Zhimin Peng, Wotao Yin

Robust Optimization

Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance
Byung-Geun Choi, Napat Rujeerapaiboon, Ruiwei Jiang

Stochastic Programming

Path Constraints in Tychastic and Unscented Optimal Control: Theory, Applications and Experimental Results
I. M. Ross, M. Karpenko, R. J. Proulx

Decomposability and time consistency of risk averse multistage programs
Kerem Ugurlu, Alexander Shapiro

Other Topics

On cone based decompositions of proper Pareto optimality
Marlon Braun, Pradyumn Kumar Shukla, Hartmut Schmeck

The proximal point method for locally Lipschitz functions in multiobjective optimization
G.C. Bento, J.X. Cruz Neto, G. López, A. Soubeyran, J.C. Souza

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